+22.2%
Z vs SBAC
+78.5%
-56.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.8% | +3.6% | +6.8% |
| 7D | +10.2% | +5.8% | +4.4% | +7.5% |
| 30D | +23.7% | +20.8% | +2.9% | +13.3% |
| 3M | -6.6% | +4.8% | -11.3% | -8.7% |
| 6M | -23.0% | -9.1% | -13.9% | -20.2% |
| YTD | -50.3% | +3.1% | -53.4% | -52.4% |
| 1Y | -53.6% | +2.2% | -55.8% | -55.5% |
| 3Y | -10.1% | -8.4% | -1.7% | -10.3% |
| 5Y | -49.8% | -38.6% | -11.1% | -39.7% |
| 10Y | -1.6% | +103.6% | -105.2% | -29.2% |
| All | +22.2% | +78.5% | -56.3% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SBAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling